Immediate need for a talented Quant Developer. This is a 06+months contract opportunity with long-term potential and is located in Jersey City, NJ(Hybrid). Please review the job description below and contact me ASAP if you are interested.
Job ID: 25-54887
Pay Range: $100 - $110/hour. Employee benefits include, but are not limited to, health insurance (medical, dental, vision), 401(k) plan, and paid sick leave (depending on work location).
Key Responsibilities:
Research and prototype risk model for newly issued ETFs.
Extend the scope for the Hybrid VaR as an benchmark for existing VaR methodology.
Assist the NSCC MTM passthrough effort.
Facilitate model specification and communication with stakeholders such as Market Risk, and Risk Technology team.
Key Requirements and Technology Experience:
Key skills; ETF's
VaR (Value at Risk)
SQL
5 years of experience in financial market risk management and quantitative modeling
Master's degree in quantitative disciplines
Proficient in SQL, any other high level programming languages, such as R, Python, Matlab, is a plus
Hands on experience on developing complex financial models.
Solid equity production knowledge, especially ETFs
Detail oriented and team player.
Our client is a leading Financial Industry, and we are currently interviewing to fill this and other similar contract positions. If you are interested in this position, please apply online for immediate consideration.
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